+691.3%
IWF vs DECK
+45,728.1%
-45,036.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.0% | -5.6% | -0.5% |
| 7D | -4.2% | +10.4% | -14.5% | -5.7% |
| 30D | -8.1% | +11.1% | -19.2% | -9.7% |
| 3M | -5.1% | -10.8% | +5.7% | -3.6% |
| 6M | -1.4% | -8.7% | +7.3% | -0.6% |
| YTD | -0.1% | -14.0% | +14.0% | +1.1% |
| 1Y | -1.3% | +12.0% | -13.3% | -4.3% |
| 3Y | +74.7% | -10.5% | +85.2% | +70.8% |
| 5Y | +59.3% | +28.5% | +30.8% | +45.1% |
| 10Y | +412.4% | +923.3% | -510.8% | +242.2% |
| All | +691.3% | +45,728.1% | -45,036.8% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling